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61.
We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange). 相似文献
62.
63.
SGW-420/30型刮板输送机的研制与应用 总被引:1,自引:0,他引:1
针对煤矿中小型开采工作面的运输,研制出介于22型和40T型之间的一种新型刮板 输送机,时它的结构组成、功能特点、技术参数等作以简介和阐述,使其得以推广使用。 相似文献
64.
Veysel T. Yilmaz Evrim Senel Canan Kazak 《Journal of Inorganic and Organometallic Polymers and Materials》2008,18(3):407-413
The reaction of [Cu(sac)2(H2O)4] · 2H2O with 2-methylpyrazine (mpyz) leads two complexes, concomitant crystallization of a mononuclear complex [Cu(sac)2(mpyz)(H2O)2] (1) and a polymeric complex [Cu(sac)2(μ-mpyz)]n (2). Both complexes have been characterized by elemental analyses, magnetic measurements, FT-IR and ESR, TG-DTA and single-crystal
X-ray diffraction analyses. Single-crystal X-ray analyses show that complex 1 consists of discrete molecules in which the copper(II) ions exhibits a square-pyramidal coordination geometry. The individual
molecules of 1 are connected into a hydrogen-bonded chain structure, which is further assembled to form a three-dimensional network by π–π stacking interactions.
Complex 2 is an 1D coordination polymer in which copper(II) centers are bridged by the mpyz ligand. The chains are further assembled
to form two-dimensional frameworks by π–π and C–H···π stacking interactions. 相似文献
65.
66.
This work is concerned with the efficient design of a reverse logistics network using an extended version of models currently found in the literature. Those traditional, basic models are formulated as mixed integer linear programs (MILP-model) and determine which facilities to open that minimize the investment, processing, transportation, disposal and penalty costs while supply, demand and capacity constraints are satisfied. However, we show that they can be improved when they are combined with a queueing model because it enables to account for (1) some dynamic aspects like lead time and inventory positions, and (2) the higher degree of uncertainty inherent to reverse logistics. Since this extension introduces nonlinear relationships, the problem is defined as a mixed integer nonlinear program (MINLP-model). Due to this additional complexity, the MINLP-model is presented for a single product-single-level network. Several examples are solved with a genetic algorithm based on the technique of differential evolution. 相似文献
67.
Supply chain management has offered a way to improve the industrial environment becomes more competitive. While, the commonly seen methodologies may be effective in solving the production–distribution problem only from supplier- or customer-oriented consideration, those cannot present the interactive relationship between upstream and downstream enterprises. In the competitive semiconductor industry environment, considering the viewpoints of the supplier and consumer simultaneously is particularly required, because multiple manufacturing and demanding steps are performed at separate situations, concurrently. In this paper, we propose an interaction-oriented approach, which bases on the analytic hierarchy process (AHP) methodology and proportional rule, to solve the semiconductor distribution problem with multiple quantitative and qualitative criteria. The developed approach gives an expected satisfaction for the all participators of the whole chain while the cooperative information is shared perfectly and effectively. Analysis results demonstrate the proposed methodology is efficient and effective through a real world case study. 相似文献
68.
69.
In this paper we present the results of a simulation study to explore the ability of Bayesian parametric and nonparametric models to provide an adequate fit to count data of the type that would routinely be analyzed parametrically either through fixed-effects or random-effects Poisson models. The context of the study is a randomized controlled trial with two groups (treatment and control). Our nonparametric approach uses several modeling formulations based on Dirichlet process priors. We find that the nonparametric models are able to flexibly adapt to the data, to offer rich posterior inference, and to provide, in a variety of settings, more accurate predictive inference than parametric models. 相似文献
70.
This paper analyzes a system subject to repairable and non-repairable failures. Non-repairable failures lead to replacement of the system. Repairable failures, first lead to repair but they lead to replacement after a fixed number of repairs. Operating and repair times follow phase type distributions (PH-distributions) and the pattern of the operating times is modelled by a geometric process. In this context, the problem is to find the optimal number of repairs, which maximizes the long-run average reward per unit time. To this end, the optimal number is determined and it is obtained by efficient numerical procedures. 相似文献